V-Lab
Advent Convertible and Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:14.48% (-0.58%)
Analysis last updated: Thursday, May 2, 2024 at 09:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 23.26 | |
| 0.0511 | 12.68 | |
| 0.8410 | 225.94 | |
| 0.1652 | 16.67 |
Estimation Period:
Apr 30, 2003 to Apr 26, 2024
Apr 30, 2003 to Apr 26, 2024
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